Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47956.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46561.13 Kr¶

PnL: ---------------------------------------> -327.44 Kr¶

DD now: ---------------------------------> -1.386 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 13:46:01.573249'

Anic Portfolio¶

Today¶

Return: 0.09 %¶

This Week¶

Return: 0.09 %¶

Total¶

Return: 56.996 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
FM Mattsson Mora Group B 50 0.000000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.960000 619.500000 42.500000 7.370000 576.999999
AcadeMedia 12 0.970000 599.040000 42.040000 7.550000 557.000004
Boozt 12 0.360000 1692.000000 38.000000 2.300000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.260000 393.000000 38.000000 10.700000 355.000000
MedCap 2 2.920000 458.000000 37.000000 8.790000 421.000000
HMS Networks 2 3.450000 708.400000 35.400000 5.260000 673.000000
Resurs Holding 22 -0.370000 598.840000 24.840000 4.330000 573.999998
OEM International B 7 0.900000 550.900000 22.900000 4.340000 527.999997
Intrum 4 1.830000 545.800000 18.800000 3.570000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
SAAB B 8 -1.350000 3393.600000 16.600000 0.490000 3377.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.720000 544.400000 12.400000 2.330000 532.000000
CTEK 13 2.580000 543.660000 9.660000 1.810000 533.999999
Securitas B 6 1.660000 573.360000 3.360000 0.590000 570.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.210000 566.100000 2.100000 0.370000 564.000000
Samhällsbyggnadsbo. i Norden D 12 1.990000 245.760000 -0.240000 -0.100000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 -0.090000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.770000 567.200000 -6.800000 -1.180000 574.000000
Nordea Bank Abp 29 -0.200000 3441.720000 -12.280000 -0.360000 3453.999992
Essity A 4 -1.390000 1134.000000 -15.000000 -1.310000 1149.000000
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 3.100000 565.000000 -29.570000 -4.970000 594.565215
Vivesto 1368 -2.650000 541.730000 -71.270000 -11.630000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 -0.310000 1444.500000 -219.500000 -13.190000 1663.999992
Fasadgruppen Group 35 0.450000 3501.750000 -309.250000 -8.110000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46547.560000 -341.010000 -1.41349% 46888.564618

Updated:¶

'2023-01-23 13:45:11.523477'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶